Depends where you are and who is asking. E.g., if you are working and it is a bank in the U.S. that you are looking for a car loan from, you can show a recent pay stub from your employer. In certain other situations, you may need to show your most recent W2 (annual earnings.) If you live off of other income (e.g., alimony, trust funds, SSI, etc.) you will have to show proof of those payments. If you are self-employed, you may need to show an audited business income statement. To whom are you trying to prove what income?
Well said, my friend. You can also hire a CPA or accounting firm to verify your income. Two years ago I had to do the same for a US firm. I was in Costa Rica at the time. I hired a CPA and he provided certification of my income.